+602.8%
FICO vs STT
+267.1%
+335.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.2% | -16.8% | -16.8% |
| 7D | -19.2% | +0.5% | -19.7% | -19.3% |
| 30D | -14.6% | +3.9% | -18.4% | -16.0% |
| 3M | -20.1% | +20.0% | -40.0% | -26.6% |
| 6M | -36.3% | +55.3% | -91.6% | -47.9% |
| YTD | -44.9% | +53.3% | -98.2% | -54.7% |
| 1Y | -38.6% | +74.7% | -113.3% | -52.4% |
| 3Y | +4.0% | +205.8% | -201.8% | -37.2% |
| 5Y | +99.5% | +145.0% | -45.5% | +27.5% |
| All | +602.8% | +267.1% | +335.7% | +241.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling